@HaydenWinks@Underdog can we actually get some film review now? you guys are the GOATs at analyzing tape and we have not been able to see it for 1-2 years now
kalman filter for velocity tracking $VIX - guided by laser beams.
The velocity beam projects the instantaneous tangent line from the Kalman filter curve at each bar -showing the rate of change (velocity) and its direction as the filter tracks price.
Trailing tails reveal the history of heading changes: how the tangent angle rotates over time, visualizing both along-track acceleration (speed changes along the trend) and cross-track acceleration (curvature β the rate at which the heading itself is turning).
@NoelSmith lol that is why the biggest prints on the semis come in on the first 1s candle after close at EOD. NVDA yesterday 1st 5min candle ~5.5mil volume vs 1st 1s candle after close ~17.4mil. the levered hedging comes in at the closing cross print every day....the feedback loop grows
@NoelSmith@spotgamma you should do a video on how puts get put back in their place. the mechanics of hedging a QQQ $705P that opens at a low of $0.04, does +26000% to $17.75 , closes back at $0.04. the complete round trip hedge.